MAF1731 - Microstructura y Sistemas de trading

Ingeniería Financiera



I.F. Berlín Isabel Preciado Escalera

Abril 2022 | Repository: Link


Lab 4

Microestructura del mercado



Resumen

El siguiente documento, presenta los resultados adquiridos de las apis y de las distintas criptomonedas, además de que se realiza una comparación mediante distintas métricas como es el spread, roll spread, y el volumen, mediante cada posición, que sería el **ask** y el **bid.**


1. Introducción


Las criptomonedas son activos digitales que emplean un cifrado criptográfico, esta consiste en la aplicación de diferentes técnicas de cifrado o codificado de la información con el fin de hacerla ininteligible a receptores no autorizados, para garantizar la integridad de las transacciones, y controlar la creación de unidades adicionales. Estas monedas no existen de forma física, estas se almacenan en una cartera digital. Las criptomonedas no tienen la consideración de medio de pago, no cuentan con el respaldo de un banco central u otras autoridades públicas y no están cubiertas por mecanismos de protección al cliente.

La innovación que trajo esta nueva tecnología se basa en la idea de que el riesgo de contraparte desaparece al permitir que personas que no se conocen entre sí puedan transferir valor por medio de un mecanismo que no requiere una entidad o intermediario que de certidumbre a ambas partes, por medio de un sistema justo, abierto, con reglas claras y transparentes para todos; esta idea neoliberista se basa únicamente en la oferta y demanda sin mucha regulación.

Para este proyecto, utilizaremos los datos obtenidos de distintas criptomonedas y su comportamiento en distintas plataformas en las que se efectúan estas, para saber que tan volatiles son en una ventana de tiempo, por lo tanto, se crearán nuevas métricas que nos ayudarán a evaluar su comportamiento.


2. Paqueterias y dependencias

Para correr este Notebook es necesaria tener instalar las librerías contenidas en requirements.txt:

  • pandas>=1.1.1
  • numpy>=1.19.1
  • jupyter>=1.0.0
  • datetime
  • plotly>=4.14
  • datetime


2.1 Instalar paqueterias

In [1]:
#Importar librarias
import pandas as pd
import datetime
import ccxt
from datetime import datetime
from sympy import Limit
import numpy as np
import time
import plotly.graph_objects as go
import matplotlib.pyplot as plt

#Estructura
import functions as fn
#import data as dt
#import main as mn
import visualizations as vn


3. Descripción de los datos


Los datos que se extraen, son datos obtenidos de distintas plataformas que manejan criptomonedas, las apis que utilizaremos son las siguietes:

  • Bitso
  • Ascendex
  • Bitbay
  • Bitbns

Además se utilizarán las criptomonedas(simbolos) de BTC,LTC y EOS.

Se obtendrán los datos de bid que es el precio más alto que el comprador está dispuesto a pagar, y el ask que es el precio más bajo al que el vendedor está dispuesto a vender. Apartir de esas variables, se obtendrán distintas métricas que nos podrán ayudar a tomar decisiones a la hora de hacer operaciones en el mercado de criptomonedas.


4. Proceso


En el siguiente apartado se mostrarán los resultados obtenidos al calcular las siguientes métricas:

El Midprice mediante el uso de los precios de ask y bid. $$ Midprice = \frac{Ask - Bid}{2}$$

El VWAP, donde se utiliza el ask (precio) y el bid(precio), así como su volumen.
$$ VWAP = \frac{\sum (Volumen * Precio)}{\sum Volumen}$$

El Spread, donde se resta el precio de bid y ask.

$$ Spread = \ Bid - Ask $$

El Effective spread roll $$ Spread Roll= 2\sqrt{-cov (\Delta P_t,p_t)}$$

Datos de la criptomoneda BTC/USDT

In [2]:
##Bitso
fb=fn.fetch_order_book_bitso('BTC/USDT',30)
fb1=pd.DataFrame(fb[:30])
pd.DataFrame(fb[:30])
Out[2]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39514.49 1.000000 39474.94 1.000000 0 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39514.490000 39474.940000 2.000000 39494.715 -39.55 39494.715
1 39517.51 3.000000 39470.99 5.000000 1 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39516.755000 39471.648333 8.000000 39494.250 -46.52 39494.250
2 39525.83 10.000000 39467.18 3.000000 2 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.237143 39470.158889 13.000000 39496.505 -58.65 39496.505
3 39525.93 5.000000 39461.81 10.000000 3 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.945789 39465.764737 15.000000 39493.870 -64.12 39493.870
4 39544.79 0.032408 39446.05 10.000000 4 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.981283 39458.966552 10.032408 39495.420 -98.74 39495.420
5 39544.80 10.000000 39393.45 0.030934 5 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39531.152137 39458.896741 10.030934 39469.125 -151.35 39469.125
6 40237.83 0.700000 39393.44 0.000016 6 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39547.789690 39458.896705 0.700016 39815.635 -844.39 39815.635
7 40304.76 0.008409 39280.00 0.006573 7 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39548.003719 39458.856208 0.014982 39792.380 -1024.76 39792.380
8 40500.00 0.039930 39158.00 0.005165 8 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39549.280153 39458.802703 0.045095 39829.000 -1342.00 39829.000
9 40785.99 0.002913 39008.18 0.005030 9 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39549.401096 39458.724674 0.007943 39897.085 -1777.81 39897.085
10 40786.00 0.003069 38742.48 0.100000 10 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39549.528508 39456.267381 0.103069 39764.240 -2043.52 39764.240
11 40800.00 0.039578 38311.00 0.255368 11 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39551.187814 39446.320632 0.294946 39555.500 -2489.00 39555.500
12 40856.00 0.007988 38200.00 0.000253 12 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39551.537166 39446.309902 0.008241 39528.000 -2656.00 39528.000
13 40922.07 0.600000 38000.00 0.001342 13 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39578.556675 39446.243889 0.601342 39461.035 -2922.07 39461.035
14 41000.00 0.057124 37500.00 0.054866 14 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39581.219666 39442.619165 0.111990 39250.000 -3500.00 39250.000
15 41006.73 0.001251 37302.00 0.008196 15 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39581.278159 39442.023760 0.009448 39154.365 -3704.73 39154.365
16 41500.00 0.004414 37111.00 0.002700 16 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39581.555889 39441.810177 0.007115 39305.500 -4389.00 39305.500
17 41525.01 0.007297 37002.00 0.000272 17 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39582.020813 39441.787669 0.007569 39263.505 -4523.01 39263.505
18 41788.01 0.012656 37000.00 0.001570 18 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39582.935712 39441.657595 0.014226 39394.005 -4788.01 39394.005
19 41800.00 0.000108 36976.42 0.000568 19 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39582.943533 39441.610091 0.000676 39388.210 -4823.58 39388.210
20 41851.92 0.020000 36521.72 0.032857 20 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39584.429576 39438.358541 0.052857 39186.820 -5330.20 39186.820
21 41888.00 0.012998 36400.00 0.100000 21 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39585.409665 39428.095796 0.112998 39144.000 -5488.00 39144.000
22 41938.21 0.000130 36123.00 0.001346 22 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39585.419710 39427.945514 0.001477 39030.605 -5815.21 39030.605
23 41985.04 0.000124 36050.00 0.001107 23 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39585.429476 39427.819242 0.001231 39017.520 -5935.04 39017.520
24 42000.00 0.541769 35532.56 0.004173 24 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39627.502435 39427.270336 0.545942 38766.280 -6467.44 38766.280
25 42100.00 0.035000 35500.00 0.000873 25 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39630.282560 39427.154529 0.035873 38800.000 -6600.00 38800.000
26 42250.00 0.000237 35039.15 0.000193 26 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39630.302479 39427.125984 0.000429 38644.575 -7210.85 38644.575
27 42296.77 0.000130 35039.14 0.003425 27 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39630.313638 39426.618580 0.003555 38667.955 -7257.63 38667.955
28 42499.99 0.001016 35000.00 0.121361 28 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39630.407260 39408.553694 0.122376 38749.995 -7499.99 38749.995
29 42500.00 0.040709 34800.00 0.515871 29 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39634.155134 39329.971830 0.556580 38650.000 -7700.00 38650.000
In [3]:
#Ascendex
fa=fn.fetch_order_book_ascendex('BTC/USDT',30)
fa1=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
Out[3]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39531.30 0.18000 39531.29 0.18000 0 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39531.300000 39531.290000 0.36000 39531.295 -0.01 39531.295
1 39531.31 0.00150 39530.95 0.74647 1 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39531.300083 39531.016057 0.74797 39531.130 -0.36 39531.130
2 39533.27 0.03000 39529.97 0.18000 2 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39531.579504 39530.845885 0.21000 39531.620 -3.30 39531.620
3 39541.41 0.00261 39529.14 0.00390 3 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39531.699337 39530.839893 0.00651 39535.275 -12.27 39535.275
4 39542.09 0.00506 39525.28 0.00506 4 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39531.939228 39530.814672 0.01012 39533.685 -16.81 39533.685
5 39542.10 0.12830 39525.27 0.03017 5 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39535.690996 39530.668650 0.15847 39533.685 -16.83 39533.685
6 39543.84 0.04686 39520.88 0.00267 6 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39536.659379 39530.645889 0.04953 39532.360 -22.96 39532.360
7 39543.85 0.02956 39514.10 0.00150 7 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39537.160817 39530.624303 0.03106 39528.975 -29.75 39528.975
8 39545.70 0.00158 39513.21 0.02609 8 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39537.192528 39530.237914 0.02767 39529.455 -32.49 39529.455
9 39546.05 0.02540 39508.63 0.00262 9 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39537.691518 39530.189875 0.02802 39527.340 -37.42 39527.340
10 39548.06 0.01267 39508.03 0.00490 10 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39537.974921 39530.098118 0.01757 39528.045 -40.03 39528.045
11 39552.24 0.00270 39504.22 0.00174 11 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39538.057531 39530.060124 0.00444 39528.230 -48.02 39528.230
12 39554.10 0.00168 39498.85 0.01095 12 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39538.115129 39529.774396 0.01263 39526.475 -55.25 39526.475
13 39556.00 0.24370 39497.46 0.00150 13 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39544.239947 39529.733921 0.24520 39526.730 -58.54 39526.730
14 39556.76 0.01059 39497.38 0.00225 14 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39544.423533 39529.673248 0.01284 39527.070 -59.38 39527.070
15 39566.14 0.02643 39496.65 0.00150 15 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39545.190211 39529.632014 0.02793 39531.395 -69.49 39531.395
16 39567.92 0.38000 39495.88 0.00173 16 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39552.843067 39529.583479 0.38173 39531.900 -72.04 39531.900
17 39573.78 0.70308 39495.11 0.04804 17 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39560.879415 39528.259748 0.75112 39534.445 -78.67 39534.445
18 39594.75 0.48754 39488.33 0.00222 18 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39567.999473 39528.189020 0.48976 39541.540 -106.42 39541.540
19 39598.34 0.40300 39488.22 0.23000 19 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39572.491047 39521.991479 0.63300 39543.280 -110.12 39543.280
20 39599.98 0.52731 39485.97 0.00165 20 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39576.951699 39521.951454 0.52896 39542.975 -114.01 39542.975
21 39600.18 0.00113 39480.46 0.06330 21 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39576.959773 39520.255092 0.06443 39540.320 -119.72 39540.320
22 39600.56 0.42900 39480.40 0.12830 22 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39579.711219 39517.205152 0.55730 39540.480 -120.16 39540.480
23 39601.26 0.02298 39478.67 0.00211 23 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39579.844958 39517.156715 0.02509 39539.965 -122.59 39539.965
24 39602.31 0.06175 39477.81 0.46105 24 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39580.213464 39508.678595 0.52280 39540.060 -124.50 39540.060
25 39602.54 0.21450 39476.21 0.00183 25 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39581.417065 39508.650850 0.21633 39539.375 -126.33 39539.375
26 39603.08 0.00159 39470.41 0.00224 26 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39581.425718 39508.610893 0.00383 39536.745 -132.67 39536.745
27 39604.53 0.20800 39468.53 0.17734 27 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39582.573066 39505.548615 0.38534 39536.530 -136.00 39536.530
28 39604.58 0.60125 39467.92 0.02643 28 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39585.335551 39505.124973 0.62768 39536.250 -136.66 39536.250
29 39605.73 0.01604 39467.08 0.06607 29 AscendEX BTC/USDT 2022-04-29T03:55:59.619Z 39585.403620 39504.083541 0.08211 39536.405 -138.65 39536.405
In [4]:
#Bitbay
fbi=fn.fetch_order_book_bitbay('BTC/USDT',30)
fbi1=pd.DataFrame(fbi[:30])
pd.DataFrame(fbi[:30])
Out[4]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39477.700000 0.025000 39353.700000 0.025000 0 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39477.700000 39353.700000 0.050000 39415.700000 -124.000000 39415.700000
1 39644.978452 0.102983 39193.228040 0.086000 1 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39612.302545 39229.370373 0.188983 39419.103246 -451.750412 39419.103246
2 39645.008459 0.103676 39193.228038 0.324948 2 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39626.939684 39202.430518 0.428624 39419.118249 -451.780421 39419.118249
3 39645.018460 0.050145 39121.310501 0.009409 3 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39630.156656 39200.716688 0.059554 39383.164480 -523.707959 39383.164480
4 39645.098600 0.005364 39121.310500 0.845000 4 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39630.435756 39148.716936 0.850364 39383.204550 -523.788100 39383.204550
5 39648.512451 0.086000 39000.000002 0.000508 5 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39634.601695 39148.658457 0.086508 39324.256227 -648.512449 39324.256227
6 39663.451720 0.015232 39000.000001 0.032010 6 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39635.733114 39145.061322 0.047242 39331.725860 -663.451719 39331.725860
7 39679.410000 0.843000 39000.000000 0.010256 7 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39665.633723 39143.945296 0.853256 39339.705000 -679.410000 39339.705000
8 39757.626871 0.500000 38866.311100 0.850000 8 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39692.199836 39035.848669 1.350000 39311.968986 -891.315771 39311.968986
9 39961.862000 0.427000 38866.311000 0.425000 9 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39745.547563 39008.222175 0.852000 39414.086500 -1095.551000 39414.086500
10 40000.000000 0.015813 38800.000000 0.419153 10 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39747.398217 38979.392045 0.434966 39400.000000 -1200.000000 39400.000000
11 40199.999900 0.700000 38780.000000 0.000072 11 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39857.627045 38979.387295 0.700072 39489.999950 -1419.999900 39489.999950
12 40200.000000 0.201000 38750.000000 0.010323 12 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39880.004993 38978.607796 0.211323 39475.000000 -1450.000000 39475.000000
13 40290.000000 0.003735 38601.001001 0.000631 13 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39880.502351 38978.529357 0.004366 39445.500500 -1688.998999 39445.500500
14 40296.000000 0.002000 38601.001000 0.002002 14 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39880.772071 38978.280811 0.004002 39448.500500 -1694.999000 39448.500500
15 40350.000000 0.240678 38502.000100 0.003020 15 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39914.771379 38977.808181 0.243698 39426.000050 -1847.999900 39426.000050
16 40375.578000 0.175000 38500.000000 0.023721 16 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39937.833937 38974.112810 0.198721 39437.789000 -1875.578000 39437.789000
17 40399.000000 0.013952 38377.388000 0.174000 17 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39939.666703 38942.076878 0.187952 39388.194000 -2021.612000 39388.194000
18 40427.500000 0.010147 38350.000000 0.025037 18 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39941.072654 38937.538199 0.035184 39388.750000 -2077.500000 39388.750000
19 40498.999989 0.002000 38333.000000 0.052100 19 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39941.389413 38928.046141 0.054100 39415.999995 -2165.999989 39415.999995
20 40500.000000 0.105938 38250.000000 0.010458 20 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39957.697945 38925.915944 0.116396 39375.000000 -2250.000000 39375.000000
21 40534.356259 0.009468 38200.000001 0.000827 21 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39959.198697 38925.735561 0.010296 39367.178130 -2334.356258 39367.178130
22 40600.000000 0.003684 38200.000000 0.017451 22 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39959.846962 38921.951616 0.021135 39400.000000 -2400.000000 39400.000000
23 40685.000000 0.010120 38188.576367 0.085000 23 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39961.856457 38903.787784 0.095120 39436.788184 -2496.423633 39436.788184
24 40700.000000 0.059577 38058.000000 0.038389 24 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39973.705094 38894.431636 0.097966 39379.000000 -2642.000000 39379.000000
25 40798.999989 0.001000 38050.107002 0.026281 25 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39973.927395 38888.085514 0.027281 39424.553496 -2748.892987 39424.553496
26 40816.423703 0.084000 38040.000000 0.006000 26 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39992.568103 38886.632730 0.090000 39428.211852 -2776.423703 39428.211852
27 40900.000000 0.017317 38022.020000 0.005051 27 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39996.688277 38885.387675 0.022368 39461.010000 -2877.980000 39461.010000
28 40942.500000 0.010050 38015.800035 0.026305 28 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 39999.174080 38878.914926 0.036355 39479.150017 -2926.699965 39479.150017
29 40999.000000 0.044487 38001.000000 0.210383 29 Zonda BTC/USDT 2022-04-29T03:56:01.793Z 40010.672303 38829.587440 0.254870 39500.000000 -2998.000000 39500.000000
In [5]:
#Bitbns
fbt=fn.fetch_order_book_bitbns('BTC/USDT',30)
fbt1=pd.DataFrame(fbt[:30])
pd.DataFrame(fbt[:30])
Out[5]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39539.9800 0.14257 39420.3900 0.002962 0 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39539.980000 39420.390000 0.145532 39480.18500 -119.5900 39480.18500
1 39541.3800 0.30681 39420.2800 0.115400 1 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39540.935837 39420.282753 0.422210 39480.83000 -121.1000 39480.83000
2 39541.6300 0.59327 39419.7300 0.165910 2 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.330817 39419.960150 0.759180 39480.68000 -121.9000 39480.68000
3 39541.6500 0.30959 39419.6800 0.945300 3 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.403893 39419.744770 1.254890 39480.66500 -121.9700 39480.66500
4 39541.7000 0.10176 39419.5400 0.494730 4 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.424616 39419.686018 0.596490 39480.62000 -122.1600 39480.62000
5 39542.3000 0.06922 39418.2900 0.601730 5 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.464396 39419.324877 0.670950 39480.29500 -124.0100 39480.29500
6 39591.2700 0.09793 39264.2700 0.053720 6 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39544.473040 39415.824703 0.151650 39427.77000 -327.0000 39427.77000
7 39591.2800 0.15102 39262.6400 0.443420 7 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39548.461815 39391.764833 0.594440 39426.96000 -328.6400 39426.96000
8 39592.1300 0.94589 39262.3400 0.297550 8 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39563.658426 39379.424626 1.243440 39427.23500 -329.7900 39427.23500
9 39592.1400 0.86859 39257.4900 0.829760 9 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39570.555896 39353.813456 1.698350 39424.81500 -334.6500 39424.81500
10 40590.9090 0.00010 39227.2727 0.000100 10 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39570.584343 39353.810253 0.000200 39909.09085 -1363.6363 39909.09085
11 40700.0000 0.55000 38652.0000 0.000026 11 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39720.745366 39353.805704 0.550026 39676.00000 -2048.0000 39676.00000
12 41272.7272 0.00010 38545.4545 0.000100 12 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39720.782882 39353.785243 0.000200 39909.09085 -2727.2727 39909.09085
13 41954.5454 0.00010 37863.6363 0.000100 13 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39720.836878 39353.747525 0.000200 39909.09085 -4090.9091 39909.09085
14 42636.3636 0.00010 37500.0000 0.151036 14 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39720.907351 39285.489901 0.151136 40068.18180 -5136.3636 40068.18180
In [6]:
#Dataframe de todos juntos
final = pd.concat([fb1,fa1,fbi1,fbt1],axis=0)
fnl=pd.DataFrame(final[:100])
pd.DataFrame(final[:100])
Out[6]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39514.49 1.000000 39474.94 1.00000 0 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39514.490000 39474.940000 2.000000 39494.715 -39.55 39494.715
1 39517.51 3.000000 39470.99 5.00000 1 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39516.755000 39471.648333 8.000000 39494.250 -46.52 39494.250
2 39525.83 10.000000 39467.18 3.00000 2 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.237143 39470.158889 13.000000 39496.505 -58.65 39496.505
3 39525.93 5.000000 39461.81 10.00000 3 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.945789 39465.764737 15.000000 39493.870 -64.12 39493.870
4 39544.79 0.032408 39446.05 10.00000 4 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.981283 39458.966552 10.032408 39495.420 -98.74 39495.420
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
5 39542.30 0.069220 39418.29 0.60173 5 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.464396 39419.324877 0.670950 39480.295 -124.01 39480.295
6 39591.27 0.097930 39264.27 0.05372 6 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39544.473040 39415.824703 0.151650 39427.770 -327.00 39427.770
7 39591.28 0.151020 39262.64 0.44342 7 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39548.461815 39391.764833 0.594440 39426.960 -328.64 39426.960
8 39592.13 0.945890 39262.34 0.29755 8 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39563.658426 39379.424626 1.243440 39427.235 -329.79 39427.235
9 39592.14 0.868590 39257.49 0.82976 9 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39570.555896 39353.813456 1.698350 39424.815 -334.65 39424.815

100 rows × 14 columns

Comparación de BTC/USDT

In [7]:
vn.grafica_btc(fnl)
In [8]:
vn.grafica_btca(fnl)
In [9]:
vn.grafica_btcb(fnl)
In [10]:
vn.grafica_btcs(fnl)
In [11]:
vn.grafica_btcv(fnl)

Datos de la criptomoneda LTC/USD

In [12]:
##Bitso
fbe=fn.fetch_order_book_bitso('LTC/USD',30)
fbe2=pd.DataFrame(fbe[:30])
pd.DataFrame(fbe[:30])
Out[12]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 102.989999 168.109870 102.900000 10.000000 0 Bitso LTC/USD 2022-04-29T03:56:10.000Z 102.989999 102.900000 178.109870 102.944999 -0.089999 102.944999
1 103.010000 10.000000 102.820000 25.000000 1 Bitso LTC/USD 2022-04-29T03:56:10.000Z 102.991122 102.842857 35.000000 102.915000 -0.190000 102.915000
2 103.052360 0.006000 102.670001 3.105276 2 Bitso LTC/USD 2022-04-29T03:56:10.000Z 102.991124 102.828771 3.111276 102.861180 -0.382359 102.861180
3 103.060000 25.000000 102.670000 50.000000 3 Bitso LTC/USD 2022-04-29T03:56:10.000Z 102.999601 102.738668 75.000000 102.865000 -0.390000 102.865000
4 103.110000 50.000000 102.580000 100.000000 4 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.021409 102.654317 150.000000 102.845000 -0.530000 102.845000
5 103.259999 3.751003 99.000000 0.059343 5 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.024893 102.653165 3.810346 101.129999 -4.259999 101.129999
6 103.260000 100.000000 98.500000 3.097665 6 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.090774 102.585901 103.097665 100.880000 -4.760000 100.880000
7 104.400000 20.235682 98.100000 0.020387 7 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.161028 102.585422 20.256069 101.250000 -6.300000 101.250000
8 104.750000 0.015593 97.000000 0.309278 8 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.161094 102.576406 0.324871 100.875000 -7.750000 100.875000
9 104.970000 0.102944 96.020000 1.082352 9 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.161588 102.539575 1.185296 100.495000 -8.950000 100.495000
10 105.000000 0.987791 95.170001 0.062099 10 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.166389 102.537201 1.049891 100.085001 -9.829999 100.085001
11 105.200000 10.000000 95.000000 0.846221 11 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.218774 102.504253 10.846221 100.100000 -10.200000 100.100000
12 105.233000 1.042019 93.777771 0.127536 12 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.224166 102.498508 1.169554 99.505386 -11.455229 99.505386
13 105.960000 0.333735 92.500000 1.005524 13 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.226509 102.446875 1.339260 99.230000 -13.460000 99.230000
14 106.500000 0.046656 91.700000 0.109051 14 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.226901 102.440859 0.155707 99.100000 -14.800000 99.100000
15 107.529999 0.329846 91.682229 0.007744 15 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.230541 102.440432 0.337590 99.606114 -15.847770 99.606114
16 110.000000 1.123887 91.680000 0.545375 16 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.249995 102.410395 1.669263 100.840000 -18.320000 100.840000
17 111.000000 0.187787 91.380001 5.000000 17 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.253715 102.135155 5.187787 101.190000 -19.619999 101.190000
18 112.000000 0.039435 91.000000 0.550000 18 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.254596 102.104675 0.589435 101.500000 -21.000000 101.500000
19 112.560000 0.502998 90.750001 0.110193 19 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.266542 102.098451 0.613191 101.655000 -21.809999 101.655000
20 113.000000 1.095436 90.000000 19.574833 20 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.293679 101.024964 20.670269 101.500000 -23.000000 101.500000
21 113.774676 1.640887 88.000000 1.136364 21 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.337268 100.958217 2.777251 100.887338 -25.774676 100.887338
22 113.900000 0.754253 87.600000 21.150799 22 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.357422 99.795035 21.905052 100.750000 -26.300000 100.750000
23 114.000000 22.869777 85.000000 0.590000 23 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.939458 99.759185 23.459777 99.500000 -29.000000 99.500000
24 114.200000 0.043783 82.000000 0.060976 24 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.940532 99.754739 0.104758 98.100000 -32.200000 98.100000
25 114.310000 1.000000 80.000000 1.000000 25 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.965268 99.673959 2.000000 97.155000 -34.310000 97.155000
26 114.500000 1.278846 79.000000 0.563000 26 Bitso LTC/USD 2022-04-29T03:56:10.000Z 103.997306 99.626473 1.841846 96.750000 -35.500000 96.750000
27 114.700000 1.460000 77.000000 1.298701 27 Bitso LTC/USD 2022-04-29T03:56:10.000Z 104.034338 99.507222 2.758701 95.850000 -37.700000 95.850000
28 114.769999 0.176634 75.000000 0.333333 28 Bitso LTC/USD 2022-04-29T03:56:10.000Z 104.038830 99.474115 0.509967 94.884999 -39.769999 94.884999
29 115.000000 1.721674 55.000000 0.018182 29 Bitso LTC/USD 2022-04-29T03:56:10.000Z 104.083354 99.470838 1.739856 85.000000 -60.000000 85.000000
In [13]:
#Ascendex
fa=fn.fetch_order_book_ascendex('LTC/USDT',30)
fa2=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
Out[13]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 102.99 8.254 102.91 1.044 0 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 102.990000 102.910000 9.298 102.950 -0.08 102.950
1 103.00 2.145 102.90 3.660 1 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 102.992063 102.902219 5.805 102.950 -0.10 102.950
2 103.01 9.960 102.89 7.809 2 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.000838 102.894594 17.769 102.950 -0.12 102.950
3 103.02 9.960 102.88 4.226 3 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.007133 102.890909 14.186 102.950 -0.14 102.950
4 103.03 5.100 102.87 22.757 4 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.010425 102.878862 27.857 102.950 -0.16 102.950
5 103.06 11.000 102.85 10.810 5 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.022173 102.872660 21.810 102.955 -0.21 102.955
6 103.07 15.310 102.84 4.068 6 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.034035 102.870216 19.378 102.955 -0.23 102.955
7 103.08 6.132 102.82 8.600 7 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.038189 102.863359 14.732 102.950 -0.26 102.950
8 103.09 1.135 102.81 12.159 8 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.039041 102.854723 13.294 102.950 -0.28 102.950
9 103.10 53.373 102.80 9.960 9 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.065629 102.848318 63.333 102.950 -0.30 102.950
10 103.11 59.697 102.78 2.090 10 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.080178 102.846680 61.787 102.945 -0.33 102.945
11 103.13 8.268 102.76 49.070 11 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.082342 102.815463 57.338 102.945 -0.37 102.945
12 103.15 4.011 102.75 51.333 12 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.083738 102.797549 55.344 102.950 -0.40 102.950
13 103.19 3.035 102.74 7.200 13 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.085372 102.795422 10.235 102.965 -0.45 102.965
14 103.23 13.300 102.68 91.982 14 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.094502 102.758400 105.282 102.955 -0.55 102.955
15 103.39 4.070 102.67 14.576 15 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.100103 102.754124 18.646 103.030 -0.72 103.030
16 103.53 92.100 102.64 3.120 16 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.229135 102.752955 95.220 103.085 -0.89 103.085
17 103.57 5.293 102.61 13.300 17 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.234915 102.746971 18.593 103.090 -0.96 103.090
18 103.60 1.009 102.59 7.986 18 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.236091 102.743123 8.995 103.095 -1.01 103.095
19 103.65 92.318 102.56 100.603 19 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.330331 102.699913 192.921 103.105 -1.09 103.105
20 103.75 122.565 102.55 4.836 20 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.427742 102.698232 127.401 103.150 -1.20 103.150
21 103.77 0.087 102.52 5.955 21 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.427799 102.695804 6.042 103.145 -1.25 103.145
22 103.81 1.173 102.51 135.613 22 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.428646 102.651810 136.786 103.160 -1.30 103.160
23 103.83 0.217 102.50 27.200 23 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.428810 102.644928 27.417 103.165 -1.33 103.165
24 103.85 0.137 102.48 24.287 24 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.428919 102.638511 24.424 103.165 -1.37 103.165
25 103.86 0.205 102.47 35.358 25 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.429086 102.629478 35.563 103.165 -1.39 103.165
26 103.88 0.729 102.45 9.379 26 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.429706 102.626962 10.108 103.165 -1.43 103.165
27 103.89 0.209 102.44 5.920 27 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.429887 102.625322 6.129 103.165 -1.45 103.165
28 103.90 0.100 102.43 1.660 28 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.429975 102.624843 1.760 103.165 -1.47 103.165
29 103.91 0.078 102.42 5.600 29 AscendEX LTC/USDT 2022-04-29T03:56:14.253Z 103.430046 102.623161 5.678 103.165 -1.49 103.165
In [14]:
#Bitbay
fbi=fn.fetch_order_book_bitbay("LTC/USDT",30)
fbi2=pd.DataFrame(fbi[:30])
pd.DataFrame(fbi[:30])
Out[14]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 103.500000 1.299000 102.500000 5.201000 0 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 103.500000 102.500000 6.500000 103.000000 -1.000000 103.000000
1 104.499998 0.499420 102.480003 18.928350 1 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 103.777699 102.484313 19.427770 103.490001 -2.019995 103.490001
2 104.499999 11.793306 100.000009 12.113290 2 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.404426 101.653990 23.906596 102.250004 -4.499990 102.250004
3 104.500000 0.441962 100.000008 11.992694 3 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.407436 101.242763 12.434655 102.250004 -4.499992 102.250004
4 105.000000 7.998589 100.000000 0.150000 4 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.622560 101.238910 8.148589 102.500000 -5.000000 102.500000
5 106.000000 0.056604 99.000000 0.538198 5 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.626090 101.214280 0.594802 102.500000 -7.000000 102.500000
6 107.000000 0.056075 97.000000 1.010309 6 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.632101 101.129013 1.066384 102.000000 -10.000000 102.000000
7 108.995962 0.001594 96.000000 0.034169 7 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 104.632415 101.125505 0.035763 102.497981 -12.995962 102.497981
8 110.000000 1.822256 95.153428 3.939860 8 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 105.040492 100.689036 5.762116 102.576714 -14.846572 102.576714
9 111.999996 60.007113 95.105874 61.832552 9 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.013581 97.706317 121.839666 103.552935 -16.894122 103.552935
10 111.999997 12.454745 94.554568 0.052880 10 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.270142 97.704878 12.507624 103.277282 -17.445429 103.277282
11 112.000000 0.374037 94.435687 4.866212 11 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.276826 97.573031 5.240249 103.217844 -17.564313 103.217844
12 114.000000 0.004775 94.020000 14.000000 12 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.277009 97.203637 14.004775 104.010000 -19.980000 104.010000
13 114.300000 2.086477 92.579997 0.001311 13 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.361885 97.203592 2.087788 103.439999 -21.720003 103.439999
14 114.999999 5.000000 91.900001 2.285092 14 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.585095 97.115095 7.285092 103.450000 -23.099998 103.450000
15 115.000000 2.000000 91.900000 2.540628 15 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.668477 97.020107 4.540628 103.450000 -23.100000 103.450000
16 115.752094 7.007841 90.000000 0.143289 16 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 110.984012 97.012903 7.151130 102.876047 -25.752094 102.876047
17 115.810000 4.729016 89.000000 0.290000 17 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.178024 96.996295 5.019016 102.405000 -26.810000 102.405000
18 117.000000 2.204909 88.520000 0.001372 18 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.285144 96.996212 2.206281 102.760000 -28.480000 102.760000
19 118.000000 0.996872 88.140801 4.253322 19 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.340540 96.734967 5.250194 103.070401 -29.859199 103.070401
20 118.800000 0.048820 88.000000 23.299091 20 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.343553 95.519750 23.347911 103.400000 -30.800000 103.400000
21 119.750000 1.000000 86.170000 0.058025 21 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.412524 95.516512 1.058025 102.960000 -33.580000 102.960000
22 119.999998 0.003270 86.000000 2.325581 22 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.412755 95.386217 2.328851 102.999999 -33.999998 102.999999
23 119.999999 0.002307 84.000000 1.190618 23 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.412917 95.306961 1.192926 102.000000 -35.999999 102.000000
24 120.000000 0.911112 83.000000 1.204819 24 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.476629 95.220880 2.115932 101.500000 -37.000000 101.500000
25 120.224805 0.002774 82.509999 0.001661 25 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.476826 95.220757 0.004435 101.367402 -37.714806 101.367402
26 122.000000 1.049800 81.000000 3.391112 26 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.566023 94.946203 4.440912 101.500000 -41.000000 101.500000
27 122.100000 0.132794 80.309999 0.001494 27 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 111.577305 94.946079 0.134289 101.204999 -41.790001 101.204999
28 124.899999 15.025623 80.050000 0.624610 28 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 113.017347 94.893295 15.650233 102.474999 -44.849999 102.474999
29 124.900000 1.004574 80.000000 4.594311 29 Zonda LTC/USDT 2022-04-29T03:56:15.559Z 113.102602 94.514979 5.598885 102.450000 -44.900000 102.450000
In [15]:
#Bitbns
fbt=fn.fetch_order_book_bitbns('LTC/USDT',30)
fbt2=pd.DataFrame(fbt[:30])
pd.DataFrame(fbt[:30])
Out[15]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 103.25 16.4056 102.5500 5.1078 0 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.250000 102.550000 21.5134 102.90000 -0.7000 102.90000
1 103.35 19.6817 102.4500 15.4414 1 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.304539 102.474856 35.1231 102.90000 -0.9000 102.90000
2 103.45 19.1591 102.3500 15.0442 2 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.354984 102.422084 34.2033 102.90000 -1.1000 102.90000
3 103.55 16.7446 102.2500 16.3667 3 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.400343 102.367880 33.1113 102.90000 -1.3000 102.90000
4 103.65 16.7383 102.1500 18.3277 4 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.447440 102.311067 35.0660 102.90000 -1.5000 102.90000
5 103.75 15.3473 102.0500 16.1429 5 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.492056 102.262307 31.4902 102.90000 -1.7000 102.90000
6 105.26 14.5462 101.4500 15.9440 6 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.708851 102.135797 30.4902 103.35500 -3.8100 103.35500
7 105.46 2.6687 101.3500 17.7990 7 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 103.747381 102.019412 20.4677 103.40500 -4.1100 103.40500
8 105.76 17.9327 95.7600 31.7377 8 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 104.006615 100.711680 49.6704 100.76000 -10.0000 100.76000
9 105.86 34.6874 95.6600 13.8808 9 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 104.376280 100.288733 48.5682 100.76000 -10.2000 100.76000
10 105.96 13.6255 95.5600 20.1798 10 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 104.491345 99.775619 33.8053 100.76000 -10.4000 100.76000
11 176.00 0.1258 24.0000 1.0000 11 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 104.539281 99.370341 1.1258 100.00000 -152.0000 100.00000
12 185.00 0.0200 21.0000 1.0000 12 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 104.547855 98.953415 1.0200 103.00000 -164.0000 103.00000
13 220.00 3.7098 18.0000 1.0000 13 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 106.785686 98.525027 4.7098 119.00000 -202.0000 119.00000
14 226.50 0.5000 0.0001 800.0000 14 Bitbns LTC/USDT 2022-04-29T03:56:17.555Z 107.097616 18.826166 800.5000 113.25005 -226.4999 113.25005
In [16]:
#Dataframe de todos juntos
final2 = pd.concat([fbe2,fa2,fbi2,fbt2],axis=0)
fnl2=pd.DataFrame(final2[:100])
pd.DataFrame(final[:100])
Out[16]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 39514.49 1.000000 39474.94 1.00000 0 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39514.490000 39474.940000 2.000000 39494.715 -39.55 39494.715
1 39517.51 3.000000 39470.99 5.00000 1 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39516.755000 39471.648333 8.000000 39494.250 -46.52 39494.250
2 39525.83 10.000000 39467.18 3.00000 2 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.237143 39470.158889 13.000000 39496.505 -58.65 39496.505
3 39525.93 5.000000 39461.81 10.00000 3 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.945789 39465.764737 15.000000 39493.870 -64.12 39493.870
4 39544.79 0.032408 39446.05 10.00000 4 Bitso BTC/USDT 2022-04-29T03:55:55.000Z 39523.981283 39458.966552 10.032408 39495.420 -98.74 39495.420
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
5 39542.30 0.069220 39418.29 0.60173 5 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39541.464396 39419.324877 0.670950 39480.295 -124.01 39480.295
6 39591.27 0.097930 39264.27 0.05372 6 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39544.473040 39415.824703 0.151650 39427.770 -327.00 39427.770
7 39591.28 0.151020 39262.64 0.44342 7 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39548.461815 39391.764833 0.594440 39426.960 -328.64 39426.960
8 39592.13 0.945890 39262.34 0.29755 8 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39563.658426 39379.424626 1.243440 39427.235 -329.79 39427.235
9 39592.14 0.868590 39257.49 0.82976 9 Bitbns BTC/USDT 2022-04-29T03:56:04.484Z 39570.555896 39353.813456 1.698350 39424.815 -334.65 39424.815

100 rows × 14 columns

Comparacion de LTC/UDST en las distintas plataformas

In [17]:
vn.grafica_ltc(fnl2)
In [18]:
vn.grafica_ltca(fnl2)
In [19]:
vn.grafica_ltcb(fnl2)
In [20]:
vn.grafica_ltcs(fnl2)
In [21]:
vn.grafica_ltcv(fnl2)

Datos de la criptomoneda XRP/USD

In [22]:
##Bitso
fbe=fn.fetch_order_book_bitso('XRP/USD',30)
fbe3=pd.DataFrame(fbe[:30])
pd.DataFrame(fbe[:30])
Out[22]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 0.6369 2856.000000 0.6355 1156.168640 0 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.636900 0.635500 4012.168640 0.63620 -0.0014 0.63620
1 0.6370 60.519100 0.6351 94.098200 1 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.636902 0.635470 154.617300 0.63605 -0.0019 0.63605
2 0.6376 4123.000000 0.6302 2856.000000 2 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637311 0.631805 6979.000000 0.63390 -0.0074 0.63390
3 0.6380 1075.481275 0.6301 14386.000000 3 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637402 0.630479 15461.481275 0.63405 -0.0079 0.63405
4 0.6381 4701.457452 0.6295 6.047459 4 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637658 0.630478 4707.504911 0.63380 -0.0086 0.63380
5 0.6386 20163.980000 0.6275 14235.000000 5 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.638234 0.629183 34398.980000 0.63305 -0.0111 0.63305
6 0.6390 469.483568 0.6260 48.290734 6 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.638245 0.629178 517.774302 0.63250 -0.0130 0.63250
7 0.6411 13827.000000 0.6255 433.183852 7 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.639080 0.629130 14260.183852 0.63330 -0.0156 0.63330
8 0.6417 785.389617 0.6250 1002.400000 8 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.639123 0.629009 1787.789617 0.63335 -0.0167 0.63335
9 0.6423 12.571606 0.6249 17000.000000 9 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.639123 0.627645 17012.571606 0.63360 -0.0174 0.63360
10 0.6428 13640.000000 0.6230 16.051364 10 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.639936 0.627644 13656.051364 0.63290 -0.0198 0.63290
11 0.6448 14000.000000 0.6213 24.142926 11 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.640835 0.627641 14024.142926 0.63305 -0.0235 0.63305
12 0.6450 760.750000 0.6210 67.938808 12 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.640877 0.627632 828.688808 0.63300 -0.0240 0.63300
13 0.6500 833.479054 0.6202 49.613028 13 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.640975 0.627625 883.092082 0.63510 -0.0298 0.63510
14 0.6507 8633.000000 0.6201 6.000000 14 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.641952 0.627624 8639.000000 0.63540 -0.0306 0.63540
15 0.6546 8271.000000 0.6200 215.306449 15 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.643062 0.627592 8486.306449 0.63730 -0.0346 0.63730
16 0.6549 15000.000000 0.6185 8668.000000 16 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644688 0.626285 23668.000000 0.63670 -0.0364 0.63670
17 0.6550 1165.537287 0.6177 1.000000 17 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644797 0.626284 1166.537287 0.63635 -0.0373 0.63635
18 0.6588 233.549693 0.6176 8.095854 18 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644827 0.626283 241.645547 0.63820 -0.0412 0.63820
19 0.6600 20.000000 0.6170 9.925282 19 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644829 0.626282 29.925282 0.63850 -0.0430 0.63850
20 0.6630 204.037227 0.6167 121.615047 20 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644863 0.626262 325.652274 0.63985 -0.0463 0.63985
21 0.6640 303.170097 0.6148 16000.000000 21 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644915 0.623862 16303.170097 0.63940 -0.0492 0.63940
22 0.6648 237.000000 0.6139 21.176087 22 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.644957 0.623859 258.176087 0.63935 -0.0509 0.63935
23 0.6681 1290.000000 0.6130 32.626427 23 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.645222 0.623855 1322.626427 0.64055 -0.0551 0.64055
24 0.6700 16.142130 0.6118 81.726054 24 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.645226 0.623842 97.868184 0.64090 -0.0582 0.64090
25 0.6713 547.420028 0.6101 8570.000000 25 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.645352 0.622458 9117.420028 0.64070 -0.0612 0.64070
26 0.6725 155.000000 0.6100 69.016392 26 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.645389 0.622448 224.016392 0.64125 -0.0625 0.64125
27 0.6735 38.262806 0.6090 42.758620 27 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.645399 0.622441 81.021426 0.64125 -0.0645 0.64125
28 0.6750 15000.000000 0.6087 40.972564 28 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.648856 0.622435 15040.972564 0.64185 -0.0663 0.64185
29 0.6762 244.000000 0.6085 17.764995 29 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.648908 0.622432 261.764995 0.64235 -0.0677 0.64235
In [23]:
#Ascendex
fa=fn.fetch_order_book_ascendex('XRP/USDT',30)
fa3=pd.DataFrame(fa[:30])
pd.DataFrame(fa[:30])
Out[23]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 0.63697 1000.0 0.63683 1000.0 0 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.636970 0.636830 2000.0 0.636900 -0.00014 0.636900
1 0.63720 593.0 0.63680 765.0 1 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637056 0.636817 1358.0 0.637000 -0.00040 0.637000
2 0.63727 2988.0 0.63673 1000.0 2 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637195 0.636786 3988.0 0.637000 -0.00054 0.637000
3 0.63728 170.0 0.63660 59.0 3 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637198 0.636782 229.0 0.636940 -0.00068 0.636940
4 0.63730 4177.0 0.63659 1944.0 4 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637246 0.636704 6121.0 0.636945 -0.00071 0.636945
5 0.63734 1875.0 0.63647 7679.0 5 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637262 0.636559 9554.0 0.636905 -0.00087 0.636905
6 0.63735 1648.0 0.63646 7144.0 6 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637274 0.636523 8792.0 0.636905 -0.00089 0.636905
7 0.63736 1846.0 0.63641 819.0 7 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637285 0.636519 2665.0 0.636885 -0.00095 0.636885
8 0.63748 59.0 0.63640 1730.0 8 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637286 0.636509 1789.0 0.636940 -0.00108 0.636940
9 0.63749 6502.0 0.63632 59.0 9 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637349 0.636509 6561.0 0.636905 -0.00117 0.636905
10 0.63773 63.0 0.63628 4095.0 10 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637351 0.636473 4158.0 0.637005 -0.00145 0.637005
11 0.63777 2149.0 0.63626 1571.0 11 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637390 0.636461 3720.0 0.637015 -0.00151 0.637015
12 0.63784 158.0 0.63618 60.0 12 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637393 0.636461 218.0 0.637010 -0.00166 0.637010
13 0.63798 159.0 0.63616 3280.0 13 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637397 0.636429 3439.0 0.637070 -0.00182 0.637070
14 0.63801 1639.0 0.63611 9477.0 14 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637437 0.636355 11116.0 0.637060 -0.00190 0.637060
15 0.63802 4333.0 0.63599 2149.0 15 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.637523 0.636336 6482.0 0.637005 -0.00203 0.637005
16 0.63818 82418.0 0.63592 5709.0 16 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638007 0.636287 88127.0 0.637050 -0.00226 0.637050
17 0.63842 6096.0 0.63578 4333.0 17 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638029 0.636246 10429.0 0.637100 -0.00264 0.637100
18 0.63849 7928.0 0.63564 82418.0 18 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638058 0.635877 90346.0 0.637065 -0.00285 0.637065
19 0.63879 8011.0 0.63556 6797.0 19 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638102 0.635862 14808.0 0.637175 -0.00323 0.637175
20 0.63896 8126.0 0.63534 2355.0 20 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638151 0.635853 10481.0 0.637150 -0.00362 0.637150
21 0.63928 300.0 0.63521 7928.0 21 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638153 0.635820 8228.0 0.637245 -0.00407 0.637245
22 0.63929 798.0 0.63499 774.0 22 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638160 0.635815 1572.0 0.637140 -0.00430 0.637140
23 0.63934 1496.0 0.63489 3056.0 23 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638172 0.635797 4552.0 0.637115 -0.00445 0.637115
24 0.63937 337.0 0.63488 1153.0 24 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638175 0.635791 1490.0 0.637125 -0.00449 0.637125
25 0.63939 2602.0 0.63487 1144.0 25 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638196 0.635784 3746.0 0.637130 -0.00452 0.637130
26 0.63940 11495.0 0.63481 13256.0 26 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638283 0.635709 24751.0 0.637105 -0.00459 0.637105
27 0.63948 8216.0 0.63480 1115.0 27 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638342 0.635703 9331.0 0.637140 -0.00468 0.637140
28 0.63949 4914.0 0.63474 16466.0 28 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638375 0.635619 21380.0 0.637115 -0.00475 0.637115
29 0.63951 14587.0 0.63473 5225.0 29 AscendEX XRP/USDT 2022-04-29T03:56:24.470Z 0.638463 0.635595 19812.0 0.637120 -0.00478 0.637120
In [24]:
#Bitbay
fbi=fn.fetch_order_book_bitbay("XRP/USDT",30)
fbi3=pd.DataFrame(fbi[:30])
In [25]:
#Bitbns
fbt=fn.fetch_order_book_bitbns('XRP/USDT',30)
fbt3=pd.DataFrame(fbt[:30])
In [26]:
#Dataframe de todos juntos
final3 = pd.concat([fbe3,fa3,fbi3,fbt3],axis=0)
fnl3=pd.DataFrame(final3[:100])
pd.DataFrame(final3[:100])
Out[26]:
Ask AVolume Bid BVolume Index Exchange Ticker Timestamp Vwap Ask Vwap Bid Total Volume Midprice Spread Roll Spread
0 0.6369 2856.000000 0.6355 1156.168640 0 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.636900 0.635500 4012.168640 0.63620 -0.0014 0.63620
1 0.6370 60.519100 0.6351 94.098200 1 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.636902 0.635470 154.617300 0.63605 -0.0019 0.63605
2 0.6376 4123.000000 0.6302 2856.000000 2 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637311 0.631805 6979.000000 0.63390 -0.0074 0.63390
3 0.6380 1075.481275 0.6301 14386.000000 3 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637402 0.630479 15461.481275 0.63405 -0.0079 0.63405
4 0.6381 4701.457452 0.6295 6.047459 4 Bitso XRP/USD 2022-04-29T03:56:21.000Z 0.637658 0.630478 4707.504911 0.63380 -0.0086 0.63380
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
5 0.6393 9217.000000 0.6342 7234.000000 5 Bitbns XRP/USDT 2022-04-29T03:56:28.200Z 0.638981 0.634448 16451.000000 0.63675 -0.0051 0.63675
6 0.6541 7760.000000 0.6271 7668.000000 6 Bitbns XRP/USDT 2022-04-29T03:56:28.200Z 0.640844 0.633464 15428.000000 0.64060 -0.0270 0.64060
7 0.7090 7730.000000 0.6270 8717.000000 7 Bitbns XRP/USDT 2022-04-29T03:56:28.200Z 0.648295 0.632610 16447.000000 0.66800 -0.0820 0.66800
8 0.7091 19786.000000 0.6269 7346.000000 8 Bitbns XRP/USDT 2022-04-29T03:56:28.200Z 0.661589 0.632038 27132.000000 0.66800 -0.0822 0.66800
9 0.7920 189.860000 0.6268 7493.000000 9 Bitbns XRP/USDT 2022-04-29T03:56:28.200Z 0.661863 0.631552 7682.860000 0.70940 -0.1652 0.70940

100 rows × 14 columns

Comparacion de XRP/UDST en las distintas plataformas

In [27]:
vn.grafica_eos(fnl3)
In [28]:
vn.grafica_eosa(fnl3)
In [29]:
vn.grafica_eosb(fnl3)
In [30]:
vn.grafica_eoss(fnl3)
In [33]:
vn.grafica_eosV(fnl3)

5. Conclusión

En conclusión, este proyecto fue muy útil, principalmente por las herramientas que se utilizaron para poder capturar los datos y así poder realizar tablas y gráficas comparativas, pude notar que los preciosson bastante volatiles en determinadas plataformas como lo son "Zonda" y "Bitbns". Desde mi punto de vista, es un mercado bastante arriesgado, principalmente porque no es posible analizarla en base a estados financieros, sino mediante modelos mátematicos, y mediante el análisis tecnico.





6. References


S. (2022a, enero 25). ¿Qué son las criptomonedas y cómo funcionan? Santander. Recuperado 28 de abril de 2022, de https://www.santander.com/es/stories/guia-para-saber-que-son-las-criptomonedas

Fernandez, A. (2021, 27 octubre). Criptomonedas: ¿el dinero del futuro? La Vanguardia. Recuperado 28 de abril de 2022, de https://www.lavanguardia.com/vida/junior-report/20211027/7817365/bitcoin-criptomonedas-dinero-futuro-ventajas-inconvenientes.html

[1] Munnoz, 2020. Python project template. https://github.com/iffranciscome/python-project. (2021).